+541.4%
FICO vs STT
+198.3%
+343.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +2.2% | +4.8% | -2.5% | +0.3% |
| 30D | +0.1% | +3.9% | -3.9% | -1.7% |
| 3M | -35.2% | -8.2% | -27.0% | -33.1% |
| 6M | -32.4% | +15.6% | -48.0% | -37.1% |
| YTD | -57.4% | +37.6% | -95.0% | -63.5% |
| 1Y | -58.5% | +50.1% | -108.7% | -65.8% |
| 3Y | -28.9% | +183.1% | -211.9% | -55.8% |
| 5Y | +91.7% | +104.8% | -13.1% | +31.9% |
| All | +541.4% | +198.3% | +343.1% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling